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V-Lab

FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

10.45%

increased by 1.07%

1 Week

10.75%

increased by 1.37%

1 Month

11.82%

increased by 2.44%

Analysis last updated: Monday, July 13, 2026 at 01:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE Bursa Malaysia KLCI Index - Kuala Lumpur Composite Index MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 5, 1992 to Jul 10, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 118 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0151
2.54**
α

ARCH

Response to squared shocks

0.2401
21.24***
β

GARCH

Volatility persistence

0.7540
238.77***

Persistence:

0.994

Half-life:

118 days